Ausgabe 1/2017
Inhalt (5 Artikel)
Research Article
A simple efficient approximation to price basket stock options with volatility smile
Ping Wu, Robert J. Elliott
Research Article
Does the Hurst index matter for option prices under fractional volatility?
Hideharu Funahashi, Masaaki Kijima
Research Article
Portfolio selections under mean-variance preference with multiple priors for means and variances
Yuki Shigeta